Pages that link to "Item:Q661250"
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The following pages link to An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250):
Displaying 3 items.
- Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)